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VIPS vs. TJX
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

VIPS vs. TJX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vipshop Holdings Limited (VIPS) and The TJX Companies, Inc. (TJX). The values are adjusted to include any dividend payments, if applicable.

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VIPS vs. TJX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VIPS
Vipshop Holdings Limited
-11.14%36.31%-22.25%30.21%62.38%-70.12%98.38%159.52%-53.41%6.45%
TJX
The TJX Companies, Inc.
4.26%28.73%30.56%19.69%6.73%12.83%12.25%38.76%18.94%3.46%

Fundamentals

Market Cap

VIPS:

$7.94B

TJX:

$179.66B

EPS

VIPS:

$14.28

TJX:

$4.87

PE Ratio

VIPS:

1.10

TJX:

32.78

PEG Ratio

VIPS:

0.05

TJX:

2.07

PS Ratio

VIPS:

0.08

TJX:

2.98

PB Ratio

VIPS:

0.19

TJX:

5.02

Total Revenue (TTM)

VIPS:

$105.81B

TJX:

$60.37B

Gross Profit (TTM)

VIPS:

$24.49B

TJX:

$13.27B

EBITDA (TTM)

VIPS:

$9.24B

TJX:

$8.32B

Returns By Period

In the year-to-date period, VIPS achieves a -11.14% return, which is significantly lower than TJX's 4.26% return. Over the past 10 years, VIPS has underperformed TJX with an annualized return of 2.49%, while TJX has yielded a comparatively higher 16.65% annualized return.


VIPS

1D
-1.75%
1M
-9.76%
YTD
-11.14%
6M
-19.96%
1Y
4.06%
3Y*
3.29%
5Y*
-11.11%
10Y*
2.49%

TJX

1D
2.51%
1M
-1.21%
YTD
4.26%
6M
11.12%
1Y
32.72%
3Y*
28.51%
5Y*
21.10%
10Y*
16.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

VIPS vs. TJX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VIPS
VIPS Risk / Return Rank: 4343
Overall Rank
VIPS Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
VIPS Sortino Ratio Rank: 4141
Sortino Ratio Rank
VIPS Omega Ratio Rank: 4040
Omega Ratio Rank
VIPS Calmar Ratio Rank: 4343
Calmar Ratio Rank
VIPS Martin Ratio Rank: 4343
Martin Ratio Rank

TJX
TJX Risk / Return Rank: 8888
Overall Rank
TJX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
TJX Sortino Ratio Rank: 8989
Sortino Ratio Rank
TJX Omega Ratio Rank: 8484
Omega Ratio Rank
TJX Calmar Ratio Rank: 8989
Calmar Ratio Rank
TJX Martin Ratio Rank: 8989
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VIPS vs. TJX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vipshop Holdings Limited (VIPS) and The TJX Companies, Inc. (TJX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


VIPSTJXDifference

Sharpe ratio

Return per unit of total volatility

0.12

1.85

-1.73

Sortino ratio

Return per unit of downside risk

0.40

2.65

-2.25

Omega ratio

Gain probability vs. loss probability

1.05

1.32

-0.27

Calmar ratio

Return relative to maximum drawdown

0.05

3.63

-3.58

Martin ratio

Return relative to average drawdown

0.10

9.63

-9.53

VIPS vs. TJX - Sharpe Ratio Comparison

The current VIPS Sharpe Ratio is 0.12, which is lower than the TJX Sharpe Ratio of 1.85. The chart below compares the historical Sharpe Ratios of VIPS and TJX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VIPSTJXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.12

1.85

-1.73

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.21

0.95

-1.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.04

0.64

-0.60

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.54

-0.07

Correlation

The correlation between VIPS and TJX is 0.18, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

VIPS vs. TJX - Dividend Comparison

VIPS's dividend yield for the trailing twelve months is around 3.05%, more than TJX's 1.06% yield.


TTM20252024202320222021202020192018201720162015
VIPS
Vipshop Holdings Limited
3.05%2.71%3.19%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TJX
The TJX Companies, Inc.
1.06%1.07%1.21%1.38%1.44%1.37%0.34%1.45%1.66%1.57%1.32%1.14%

Drawdowns

VIPS vs. TJX - Drawdown Comparison

The maximum VIPS drawdown since its inception was -86.75%, which is greater than TJX's maximum drawdown of -64.59%. Use the drawdown chart below to compare losses from any high point for VIPS and TJX.


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Drawdown Indicators


VIPSTJXDifference

Max Drawdown

Largest peak-to-trough decline

-86.75%

-64.59%

-22.16%

Max Drawdown (1Y)

Largest decline over 1 year

-25.58%

-10.13%

-15.45%

Max Drawdown (5Y)

Largest decline over 5 years

-81.75%

-27.68%

-54.07%

Max Drawdown (10Y)

Largest decline over 10 years

-86.75%

-42.55%

-44.20%

Current Drawdown

Current decline from peak

-63.30%

-1.26%

-62.04%

Average Drawdown

Average peak-to-trough decline

-48.13%

-13.12%

-35.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.08%

3.82%

+7.26%

Volatility

VIPS vs. TJX - Volatility Comparison

Vipshop Holdings Limited (VIPS) has a higher volatility of 10.40% compared to The TJX Companies, Inc. (TJX) at 5.15%. This indicates that VIPS's price experiences larger fluctuations and is considered to be riskier than TJX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VIPSTJXDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.40%

5.15%

+5.25%

Volatility (6M)

Calculated over the trailing 6-month period

25.99%

12.00%

+13.99%

Volatility (1Y)

Calculated over the trailing 1-year period

35.30%

18.04%

+17.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

54.05%

22.31%

+31.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

55.61%

25.97%

+29.64%

Financials

VIPS vs. TJX - Financials Comparison

This section allows you to compare key financial metrics between Vipshop Holdings Limited and The TJX Companies, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


10.00B15.00B20.00B25.00B30.00B35.00BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
32.47B
17.74B
(VIPS) Total Revenue
(TJX) Total Revenue
Values in USD except per share items

VIPS vs. TJX - Profitability Comparison

The chart below illustrates the profitability comparison between Vipshop Holdings Limited and The TJX Companies, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%5.0%10.0%15.0%20.0%25.0%30.0%35.0%AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
22.9%
0
Portfolio components
VIPS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Vipshop Holdings Limited reported a gross profit of 7.44B and revenue of 32.47B. Therefore, the gross margin over that period was 22.9%.

TJX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, The TJX Companies, Inc. reported a gross profit of 0.00 and revenue of 17.74B. Therefore, the gross margin over that period was 0.0%.

VIPS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Vipshop Holdings Limited reported an operating income of 2.90B and revenue of 32.47B, resulting in an operating margin of 8.9%.

TJX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, The TJX Companies, Inc. reported an operating income of 0.00 and revenue of 17.74B, resulting in an operating margin of 0.0%.

VIPS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Vipshop Holdings Limited reported a net income of 2.59B and revenue of 32.47B, resulting in a net margin of 8.0%.

TJX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, The TJX Companies, Inc. reported a net income of 1.77B and revenue of 17.74B, resulting in a net margin of 10.0%.